HSBC WAR. CALL 12/24 ABEA
/ DE000HS3A9K8
HSBC WAR. CALL 12/24 ABEA/ DE000HS3A9K8 /
| 2024-05-27 9:36:04 AM |
Chg.-0.0200 |
Bid11:07:34 AM |
Ask11:07:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.4200EUR |
-0.82% |
2.3700
Bid Size: 100,000 |
2.3900
Ask Size: 100,000 |
Alphabet A |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
HS3A9K |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
1.38 |
| Time value: |
1.06 |
| Break-even: |
171.91 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
4.77 |
| Rho: |
0.52 |
Quote data
| Open: |
2.4500 |
| High: |
2.4500 |
| Low: |
2.4200 |
| Previous Close: |
2.4400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.20% |
| 1 Month |
|
|
-0.82% |
| 3 Months |
|
|
+210.26% |
| YTD |
|
|
+139.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.6100 |
2.3300 |
| 1M High / 1M Low: |
2.6100 |
1.9100 |
| 6M High / 6M Low: |
2.6100 |
0.5500 |
| High (YTD): |
2024-05-21 |
2.6100 |
| Low (YTD): |
2024-03-06 |
0.5500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.4960 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
2.2295 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
1.2569 |
| Avg. volume 6M: |
|
228.5968 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.47% |
| Volatility 6M: |
|
167.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
